Backtesting Platform

Overview

The Backtesting Platform is an interface that allows developers and traders to test their trading strategies, and general Python scripts with a range of various parameters quickly, and aggregate their results.

System Architecture

Components

1. Frontend (Next.js Web Application)

   • Allows user to login, submit jobs, and view previous jobs
   • Deployed on Azure App Service

2. Backend API (Golang REST API)

   • Manages job lifecycle and data flow
   • Deployed on Azure App Service

3. Data Storage

   • Azure SQL Server
     • Stores job metadata
   • Azure Blob Storage
     • Stores trading Python scripts
     • Stores input and data files
     • Stores intermediate and aggregated job results

4. Job Processing

   • Azure Service Bus
     • Manages sub-task distribution
     • Ensures reliable message delivery
   • Azure Functions
     • Executes trading strategy
     • Processes individual sub-tasks
     • Uploads results to Blob Storage
     • Last node for job manages post-processing
   • Azure Cache for Redis
     • Manages job state
     • Ensures each task is processed exactly once
     • Ensures only one node attempts post-processing

Project Structure

backtesting-platform/
├── backtesting-client/     # Next.js web application
├── backtesting-server/     # Golang REST API
├── az-functions/runner/    # C# Azure Functions